-95.4%
DFNS vs AFRM
+7.5%
-103.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.9% | +9.9% | +9.2% |
| 7D | -13.0% | -10.3% | -2.7% | +0.8% |
| 30D | -56.9% | -13.7% | -43.1% | -49.4% |
| 3M | -93.2% | -11.6% | -81.7% | -92.8% |
| 6M | -95.4% | +2.1% | -97.5% | -95.3% |
| All | -95.4% | +7.5% | -103.0% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling